Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49398.69 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45337.15 Kr¶

PnL: ---------------------------------------> 281.15 Kr¶

DD now: ---------------------------------> -7.006 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:05:38.051874'

Anic Portfolio¶

Today¶

Return: -0.643 %¶

This Week¶

Return: 0.194 %¶

Total portfolio value¶

Return including deposits: 61.719 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.440000 1660.410000 191.410000 13.030000 1468.999998
Sedana Medical 93 -0.350000 2652.360000 131.360000 5.210000 2521.000011
Orrön Energy 180 -1.630000 2166.300000 123.300000 6.040000 2043.000000
Platzer Fastigheter Holding B 12 -0.120000 1018.800000 57.800000 6.010000 960.999996
Atrium Ljungberg B 5 -1.010000 985.000000 50.000000 5.350000 935.000000
VEF 909 -0.860000 1892.540000 42.540000 2.300000 1850.000436
Hoist Finance 35 -0.340000 1013.250000 33.250000 3.390000 980.000000
Catena 2 -1.670000 824.800000 32.800000 4.140000 792.000000
JM 6 -0.930000 894.000000 30.000000 3.470000 864.000000
Sagax B 4 -1.870000 880.400000 26.400000 3.090000 854.000000
Sagax A 4 -2.230000 876.000000 22.000000 2.580000 854.000000
Hexatronic Group 12 -1.510000 986.640000 19.640000 2.030000 966.999996
Byggmax Group 33 -0.340000 970.200000 14.200000 1.490000 956.000001
Bilia A 8 -0.350000 912.800000 12.800000 1.420000 900.000000
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
BioGaia B 8 -1.010000 940.800000 10.800000 1.160000 930.000000
Clas Ohlson B 12 -0.490000 979.200000 6.200000 0.640000 972.999996
AcadeMedia 8 0.100000 406.800000 4.800000 1.190000 402.000000
OX2 13 -0.070000 954.200000 4.200000 0.440000 949.999999
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Gränges 9 -1.240000 930.600000 2.600000 0.280000 927.999999
ASSA ABLOY B 3 0.150000 780.900000 1.900000 0.240000 779.000001
EQT 4 -1.670000 822.400000 -9.600000 -1.150000 832.000000
Nordic Waterproofing Holding 7 -0.150000 952.000000 -15.000000 -1.550000 966.999999
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
SKF B 5 -0.190000 916.500000 -23.500000 -2.500000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Vitec Software Group B 2 -0.090000 1058.000000 -29.000000 -2.670000 1087.000000
Addnode Group B 11 -1.830000 885.500000 -35.500000 -3.850000 921.000003
Indutrade 5 -0.710000 1181.500000 -36.500000 -3.000000 1218.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
Bufab 3 -1.140000 1038.600000 -70.400000 -6.350000 1109.000001
Hexagon B 26 -1.550000 3380.000000 -81.000000 -2.340000 3461.000010
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
TOTAL 45301.370000 245.370000 -7.09397% 45056.000411

Updated:¶

'2023-07-05 09:04:40.817376'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶